Ergodic process

Results: 22



#Item
11Stochastic processes / Feller process / Semigroup / Lévy process / Ergodic theory / Perron–Frobenius theorem / Differential equation / Group action / Spectral theory / Algebra / Mathematics / Abstract algebra

Electron. Commun. Probab[removed]), no. 31, 1–9. DOI: [removed]ECP.v19-3006 ISSN: 1083-589X ELECTRONIC COMMUNICATIONS

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Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2014-11-30 06:53:33
12Mathematical optimization / Operations research / Ergodic theory / Markov chain / Economic model / Dynamic programming / Invariant measure / Stochastic process / Algorithm / Statistics / Mathematical analysis / Mathematics

Merging Simulation and Projection Approaches to Solve High-Dimensional Problems with an Application to a New Keynesian model Lilia Maliar and Serguei Maliar March 9, 2014 Abstract

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Source URL: www.qeconomics.org

Language: English - Date: 2014-11-24 16:20:39
13Mathematical optimization / Operations research / Ergodic theory / Markov chain / Economic model / Dynamic programming / Invariant measure / Stochastic process / Algorithm / Statistics / Mathematical analysis / Mathematics

Merging Simulation and Projection Approaches to Solve High-Dimensional Problems with an Application to a New Keynesian model Lilia Maliar and Serguei Maliar March 9, 2014 Abstract

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Source URL: qeconomics.org

Language: English - Date: 2014-11-24 16:20:39
14Markov chain / Stationary process / Random walk / Wiener process / Central limit theorem / Large deviations theory / Mixing / Stochastic differential equation / Brownian motion / Statistics / Stochastic processes / Ergodic theory

Almost None of the Theory of Stochastic Processes A Course on Random Processes, for Students of Measure-Theoretic Probability, with a View to Applications in Dynamics and Statistics Cosma Rohilla Shalizi with Aryeh Kont

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Source URL: www.stat.cmu.edu

Language: English - Date: 2010-07-03 21:43:24
15M/M/1 queue / Normal distribution / Fluid queue / Ergodic theory / Poisson process / Support / Queueing model / Spectral theory of ordinary differential equations / Statistics / Stochastic processes / Queueing theory

SJNW775-04-NO00007584.tex

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Source URL: www.princeton.edu

Language: English - Date: 2008-06-20 14:15:26
16Markov models / Markov chain / Poisson distribution / Poisson process / Normal distribution / Markov property / Mixing / Komlós–Major–Tusnády approximation / János Komlós / Statistics / Markov processes / Stochastic processes

Strong approximation for additive functionals of geometrically ergodic Markov chains F. Merlevèdea and E. Riob a Université Paris Est, LAMA (UMR 8050), UPEM, CNRS, UPEC. 5 Boulevard Descartes,

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-23 10:13:30
17Models of computation / Automata theory / Finite-state machine / Markov decision process / Business Process Execution Language / FO / Markov chain / Group action / Ergodic theory / Statistics / Markov processes / Theoretical computer science

A Hierarchical Framework for Composing Nested Web Processes Haibo Zhao and Prashant Doshi LSDIS Lab., Department of Computer Science University of Georgia Athens, GA 30602

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Source URL: lsdis.cs.uga.edu

Language: English - Date: 2006-09-28 22:41:39
18Markov chain / Invariant measure / Stochastic process / Algorithm / Ergodicity / Economic model / Alexandra Bellow / Statistics / Mathematical analysis / Ergodic theory

NBER WORKING PAPER SERIES MERGING SIMULATION AND PROJECTION APPROACHES TO SOLVE HIGH-DIMENSIONAL PROBLEMS Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2012-11-08 22:51:46
19Problem solving / Stochastic game / Markov chain / Ergodic theory / Trembling hand perfect equilibrium / Strategy / Stationary process / Markov perfect equilibrium / Subgame perfect equilibrium / Game theory / Statistics / Decision theory

Noisy Stochastic Games John Duggan Working Paper No. 570 February 2012

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Source URL: rcer.econ.rochester.edu

Language: English - Date: 2012-02-13 19:02:18
20Markov chain / Invariant measure / Stochastic process / Algorithm / Ergodicity / Economic model / Alexandra Bellow / Statistics / Mathematical analysis / Ergodic theory

NBER WORKING PAPER SERIES MERGING SIMULATION AND PROJECTION APPROACHES TO SOLVE HIGH-DIMENSIONAL PROBLEMS Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2012-11-08 22:51:21
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